Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.61 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49180.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45118.81 Kr¶

PnL: ---------------------------------------> 62.81 Kr¶

DD now: ---------------------------------> -7.417 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:36:17.654544'

Anic Portfolio¶

Today¶

Return: -1.083 %¶

This Week¶

Return: -0.249 %¶

Total portfolio value¶

Return including deposits: 61.004 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 -1.590000 2167.200000 124.200000 6.080000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.620000 902.800000 48.800000 5.710000 854.000000
Hoist Finance 35 1.030000 1027.250000 47.250000 4.820000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.100000 829.600000 37.600000 4.750000 792.000000
Hexatronic Group 12 0.220000 1003.920000 36.920000 3.820000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.500000 969.150000 19.150000 2.020000 949.999999
Biotage 7 -0.290000 954.800000 13.800000 1.470000 940.999997
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
HEXPOL B 9 -0.090000 1026.900000 5.900000 0.580000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
BioGaia B 8 -1.600000 935.200000 5.200000 0.560000 930.000000
AcadeMedia 8 -1.280000 401.200000 -0.800000 -0.200000 402.000000
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
Sedana Medical 93 -5.380000 2518.440000 -2.560000 -0.100000 2521.000011
Clas Ohlson B 12 -2.070000 963.600000 -9.400000 -0.970000 972.999996
Byggmax Group 33 -2.780000 946.440000 -9.560000 -1.000000 956.000001
ASSA ABLOY B 3 -1.690000 766.500000 -12.500000 -1.600000 779.000001
Addnode Group B 11 0.610000 907.500000 -13.500000 -1.470000 921.000003
EQT 4 -2.250000 817.600000 -14.400000 -1.730000 832.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
INVISIO 16 1.330000 3664.000000 -25.000000 -0.680000 3689.000000
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Indutrade 5 -1.220000 1175.500000 -42.500000 -3.490000 1218.000000
Vitec Software Group B 2 -2.640000 1031.000000 -56.000000 -5.150000 1087.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
Hexagon B 26 -3.140000 3325.400000 -135.600000 -3.920000 3461.000010
TOTAL 45118.810000 62.810000 -7.41712% 45056.000411

Updated:¶

'2023-07-05 16:36:34.647134'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶